+176.9%
ATLC vs SPY
+78.1%
+98.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.8% |
| 7D | -8.6% | +2.6% | -11.2% | -12.6% |
| 30D | -8.4% | -2.0% | -6.4% | -5.9% |
| 3M | -14.0% | -2.8% | -11.3% | -10.3% |
| 6M | +9.3% | +2.1% | +7.2% | +4.8% |
| YTD | +24.6% | +11.5% | +13.1% | +4.4% |
| 1Y | +56.4% | +13.5% | +43.0% | +27.7% |
| 3Y | +176.9% | +77.7% | +99.2% | -5.9% |
| All | +176.9% | +78.1% | +98.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling